Accession Number : AD0616921

Title :   CONVEX PROGRAMMING AND OPTIMAL CONTROLS.

Descriptive Note : Mathematical note,

Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH

Personal Author(s) : Goldstein,A. A.

Report Date : APR 1965

Pagination or Media Count : 11

Abstract : The use of convex programming to attack problems of optimal control is not new, but it is becoming of increasing interest. Techniques of steepest descent and gradient projection have been used by Balakrishnan, Goldstein, Neustadt and Neustadt-Paiewonsky. For the case of unbounded fuel-optimal linear controls Neustadt, has shown that the problem may be cast into the form of an infinite linear program. More recently, Dantzig and Van Slyke have obtained results in this direction for bounded linear controls. This paper is concerned with the case of fuel-optimal linear controls. This problem is reduced to the case of minimizing a convex function on E sub n and techniques of infinite convex programming are applied. In the important case when the thrust magnitude is constrained, the convex function is continuously differentiable, and techniques of steepest descent may be applied. This approach has already been suggested by NeustadtPaiewonsky. (Author)

Descriptors :   (*OPTIMIZATION, CONTROL), (*NONLINEAR PROGRAMMING, CONTROL), FUEL CONSUMPTION, CONTROL SYSTEMS, LINEAR PROGRAMMING, OPERATIONS RESEARCH

Distribution Statement : APPROVED FOR PUBLIC RELEASE